+168.0%
OKTA vs ALHC
+22.7%
+145.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.2% |
| 7D | +8.4% | +0.3% | +8.1% | +8.4% |
| 30D | -13.7% | -10.6% | -3.1% | -13.6% |
| 3M | +18.0% | -45.3% | +63.3% | +19.2% |
| 6M | +133.8% | -59.7% | +193.6% | +139.4% |
| YTD | +111.5% | -62.7% | +174.2% | +116.6% |
| 1Y | +118.3% | -56.1% | +174.4% | +121.1% |
| 3Y | +168.0% | +21.3% | +146.8% | +149.0% |
| All | +168.0% | +22.7% | +145.4% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling